Man pages for EventStudy
Event Study Analysis
| adjust_p_values | Adjust P-Values for Multiple Testing |
| advisor_pro | Advisor Pro - Future Retrieval-Grounded Paid Tier |
| AnthropicProvider | AnthropicProvider |
| ARTTest | Abnormal Return T Statistic (ART) |
| BHARModel | Buy-and-Hold Abnormal Returns (BHAR) Model |
| BHARTTest | Buy-and-Hold Abnormal Return T Test (BHARTTest) |
| BMPTest | BMP Test (Boehmer, Musumeci, Poulsen 1991) |
| bootstrap_test | Wild Bootstrap Inference for Event Studies |
| calculate_statistics | Calculate test statistics |
| CalendarTimePortfolioTest | Calendar-Time Portfolio Test |
| car_by_group | Compare CARs Across Groups |
| Carhart4FactorModel | Carhart Four-Factor Model |
| car_quantiles | CAR Quantiles |
| CARTTest | Cumulative Abnormal Return T Statistic (CART) |
| ComparisonPeriodMeanAdjustedModel | Comparison Period Mean Adjusted Model |
| cross_sectional_regression | Cross-Sectional Regression of CARs |
| CSectTTest | Cross-Sectional T Test (CSectTTest) |
| CustomProvider | CustomProvider |
| DCCGARCHModel | DCC-GARCH Model |
| degenerate-input-contract | Degenerate-Input Contract for EventStudy Models |
| dieselgate | Volkswagen "Dieselgate" Multi-Automaker Event Study Dataset |
| download_factor_data | Download Factor Data |
| download_risk_free_rate | Download Risk-Free Rate |
| download_stock_data | Download Stock Data |
| earnings_surprises | Earnings Surprise Multi-Firm Event Study Dataset |
| es_advise | Grounded AI Advice for Event Study Results |
| es_colours | EventStudy Colour Palette |
| es_diagnostics | Harvest Diagnostics from a Fitted EventStudyTask |
| es_kb | Access the EventStudy Grounding Knowledge Base |
| es_report | One-Call Event Study Report Orchestrator |
| estimate_panel_event_study | Estimate Panel Event Study |
| estimate_synthetic_control | Estimate Synthetic Control |
| eventstudy-deprecation | EventStudy Deprecation Policy |
| EVENTSTUDY_KB | Grounding Knowledge Base for Event Study Diagnostics |
| EventStudy-package | EventStudy: Event Study Analysis in R |
| eventstudy-shape-contracts | Return-Shape Contracts for EventStudy Pipeline Results |
| EventStudyTask | Initialization of an Event Study task. |
| export_results | Export Event Study Results |
| FamaFrench3FactorModel | Fama-French Three-Factor Model |
| FamaFrench5FactorModel | Fama-French Five-Factor Model |
| fit_model | Train the defined model on each event and calculate the... |
| flag_robustness | Flag Robustness Issues via Offline KB Matching |
| format.Advice | Format method for Advice objects |
| format.es_advice | Format method for es_advice objects |
| format.es_cross_sectional | Format Cross-Sectional Regression Results |
| format.es_diagnostics | Format method for es_diagnostics objects |
| format.es_simulation | Format method for es_simulation objects |
| format.EventStudySummary | Format method for EventStudySummary |
| GARCHModel | GARCH Model |
| GeneralizedSignTest | Generalized Sign Test (Cowan 1992) |
| generate_report | Generate Event Study Report (Multi-Format) |
| IntradayEventStudyTask | Intraday Event Study Task |
| KolariPynnonenTest | Kolari-Pynnoenen Adjusted BMP Test |
| LinearFactorModel | Linear Factor Model Base |
| LogReturn | R6 class for log return calculation |
| MarketAdjustedModel | Market Adjusted Model |
| MarketModel | Market Model |
| ModelBase | ModelBase |
| model_diagnostics | Model Diagnostics for Event Study |
| MultiEventStatisticsSet | Multi Event Statistic Set |
| nonparametric_intraday_test | Non-Parametric Intraday Event Study Test |
| OpenAICompatProvider | OpenAICompatProvider |
| PanelEventStudyTask | Panel Event Study Task |
| ParameterSet | Event Study Parameter Set |
| PatellZTest | Patell or Standardized Residual Test (PatellZTest) |
| plot_car_distribution | Plot CAR Distribution |
| plot_diagnostics | Plot Model Diagnostics |
| plot_event_study | Plot Event Study Results |
| plot_panel_event_study | Plot Panel Event Study Results |
| plot_stocks | Plot Stocks |
| plot_synthetic_control | Plot Synthetic Control Results |
| prepare_event_study | Prepare data for an Event Study |
| prepare_intraday_event_study | Prepare Intraday Event Study |
| pretrend_test | Pre-trend Test for Event Study |
| print.Advice | Print method for Advice objects |
| print.es_advice | Print method for es_advice objects |
| print.es_cross_sectional | Print Cross-Sectional Regression Results |
| print.es_diagnostics | Print method for es_diagnostics objects |
| print.EventStudySummary | Print method for EventStudySummary |
| provider | Construct a Grounded AI Advisor provider |
| ProviderBase | ProviderBase |
| RankTest | Rank Test (Corrado 1989) |
| recommend_stat | Recommend Test Statistics via Offline KB Matching |
| report_table | Render a data frame as a styled table (HTML / PDF / Word /... |
| ReturnCalculation | ReturnCalculation |
| RollingWindowModel | Rolling Window Model |
| run_event_study | Run a Complete Event Study |
| sc_placebo_test | Placebo Test for Synthetic Control |
| SignTest | Sign Test for Multiple Events |
| SimpleReturn | R6 class for simple return calculation |
| simulate_event_study | Simulate Event Study for Power Analysis |
| SingleEventStatisticsSet | Single Event Statistic Set |
| StatisticsSetBase | Adds a test statistic to this container. |
| SyntheticControlTask | Synthetic Control Task |
| TestStatisticBase | TestStatisticBase |
| theme_eventstudy | EventStudy ggplot2 Theme |
| tidy.EventStudyTask | Tidy Event Study Results |
| validate_task | Validate an Event Study experiment |
| VolatilityModel | Volatility Event Study Model |
| VolumeModel | Volume Event Study Model |
